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Application of stochastic partial differential equations to transmission line
A stochastic partial differential equation (SPDE) is a partial differential equation containing a random term. The theory of SPDEs brings together techniques from probability theory, fun...
Pure mathematics
- 2017 •
- D
Rok uplatnění
D - Stať ve sborníku
Stochastic Geometric Partial Differential Equations
We describe some results about existence of manifold valued stochastic partial differential equations obtained in recent years....
BA - Obecná matematika
- 2011 •
- C
Rok uplatnění
C - Kapitola v odborné knize
Noise influenced transmission line model via partial stochastic differential equations
the stochastic partial differential equation model. Here we present the theoretical the theory of ordinary stochastic differential equations is applied. We illustrateIn this paper we in...
Electrical and electronic engineering
- 2019 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
An application of stochastic partial differential equations to transmission line modelling
In this paper we deal with stochastic partial differential equations (SPDEs). We shortly introduction the variational approach to SPDEs. Finally we apply the theory to the model of transmission line with stocha...
Pure mathematics
- 2017 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Stochastic Equations and Stochastic Methods in Partial Differential Equations
In the first part of the paper, basic notions of stochastic analysis and probability theory are recalled, including the concept of stochastic integration, and some basic results of the theory of partial differential
BA - Obecná matematika
- 2006 •
- D
Rok uplatnění
D - Stať ve sborníku
Strong solutions of semilinear stochastic partial differential equations
A Cauchy problem for a semilinear stochastic partial differential equation driven by a finite-dimensional Wiener process is studied. Under the hypothesis that all coefficients are sufficiently smooth, the generator...
BA - Obecná matematika
- 2013 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Degenerate parabolic stochastic partial differential equations
A Cauchy problem for a scalar semilinear degenerate parabolic partial differential equation with stochastic forcing is studied. Well-posedness for kinetic solutions in any space dimension is established....
BA - Obecná matematika
- 2013 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Recent progress in differential and difference equations
, functional, impulsive, stochastic, fractional, partial differential equations, as well as difference and integro-differential equations, inclusions and dynamic equations on time scales....
BA - Obecná matematika
- 2011 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Homogeneous Stochastic Differential Equations
We study the relation between solutions to a certain type of nonlinear partial differential equation and solutions to its stochastic analogy driven by a fractional propertiesof solutions to some stochastic...
BA - Obecná matematika
- 2010 •
- D
Rok uplatnění
D - Stať ve sborníku
Numerical approaches to parameter estimates in stochastic differential equations driven by fractional Brownian motion
We solve the one-dimensional stochastic heat equation driven by fractional Brownian motion using the modified Euler-Maruyama finite differences method. We use the numerical solution as our observation and we show how to estimate the...
BA - Obecná matematika
- 2006 •
- D
Rok uplatnění
D - Stať ve sborníku
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